ARDL Model Course
Master ARDL modeling for real-world time series and monetary policy analysis. Learn lag selection, bounds testing, diagnostics, and error correction so you can build robust, interpretable models that drive better statistical and economic decisions.

from 4 to 360h flexible workload
certificate valid in your country
What will I learn?
The ARDL Model Course gives you a practical roadmap to specify, estimate, and interpret ARDL and UECM models for real-world macroeconomic time series. Learn rigorous lag selection, bounds testing, cointegration analysis, and error-correction dynamics, plus robust diagnostics, structural break tests, and clear reporting. Gain reproducible workflows in popular software and produce credible, policy-relevant empirical results with confidence.
Elevify advantages
Develop skills
- ARDL model setup: Specify UECM, lags, and breaks for robust short courses.
- Time series prep: Transform, test stationarity, and build clean macro panels.
- ARDL estimation: Run models, read outputs, and fix diagnostics in major tools.
- Bounds testing: Detect cointegration, estimate long run, and assess stability fast.
- Policy analysis: Turn ARDL results into clear, defensible monetary policy insights.
Suggested summary
Before starting, you can change the chapters and workload. Choose which chapter to start with. Add or remove chapters. Increase or decrease the course workload.What our students say
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